Quantitative Strategies Volatility Strategies

SJCERA Says Diversifiers Outperforming, But May Cut Risk Parity

Dec 5, 2023

All five of the diversifying managers that sit within the USD3.6 billion San Joaquin County Employees’ Retirement Association’s crisis risk offset bucket are providing a boost to the allocator’s return profile. The outperformance came even as SJCERA is working to boost its underweight diversifying managers’ allocation as part of a wider portfolio shakeup.

Restricted content

You must be an EQD+ subscriber to view this page. Either sign in or see below on how to request a trial.